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CORP vs. BSCQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CORP vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Corporate Bond Index ETF (CORP) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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CORP vs. BSCQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORP
PIMCO Investment Grade Corporate Bond Index ETF
-0.22%7.96%2.47%9.13%-14.96%-1.18%9.70%14.80%-3.29%6.56%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.74%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%-2.40%5.93%

Returns By Period

In the year-to-date period, CORP achieves a -0.22% return, which is significantly lower than BSCQ's 0.74% return.


CORP

1D
0.09%
1M
-1.53%
YTD
-0.22%
6M
0.28%
1Y
4.81%
3Y*
4.96%
5Y*
1.07%
10Y*
2.90%

BSCQ

1D
-0.05%
1M
0.18%
YTD
0.74%
6M
1.84%
1Y
4.39%
3Y*
4.73%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CORP vs. BSCQ - Expense Ratio Comparison

CORP has a 0.20% expense ratio, which is higher than BSCQ's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CORP vs. BSCQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CORP
CORP Risk / Return Rank: 5050
Overall Rank
CORP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4545
Sortino Ratio Rank
CORP Omega Ratio Rank: 4242
Omega Ratio Rank
CORP Calmar Ratio Rank: 6363
Calmar Ratio Rank
CORP Martin Ratio Rank: 5151
Martin Ratio Rank

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CORP vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Corporate Bond Index ETF (CORP) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CORPBSCQDifference

Sharpe ratio

Return per unit of total volatility

0.94

5.25

-4.31

Sortino ratio

Return per unit of downside risk

1.30

8.88

-7.58

Omega ratio

Gain probability vs. loss probability

1.17

2.74

-1.57

Calmar ratio

Return relative to maximum drawdown

1.71

10.85

-9.14

Martin ratio

Return relative to average drawdown

5.22

72.51

-67.29

CORP vs. BSCQ - Sharpe Ratio Comparison

The current CORP Sharpe Ratio is 0.94, which is lower than the BSCQ Sharpe Ratio of 5.25. The chart below compares the historical Sharpe Ratios of CORP and BSCQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CORPBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

5.25

-4.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.48

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.59

-0.04

Correlation

The correlation between CORP and BSCQ is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CORP vs. BSCQ - Dividend Comparison

CORP's dividend yield for the trailing twelve months is around 4.83%, more than BSCQ's 4.15% yield.


TTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.83%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.15%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%0.00%

Drawdowns

CORP vs. BSCQ - Drawdown Comparison

The maximum CORP drawdown since its inception was -21.21%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for CORP and BSCQ.


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Drawdown Indicators


CORPBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-21.21%

-16.50%

-4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-0.41%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-13.02%

-8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-1.84%

-0.05%

-1.79%

Average Drawdown

Average peak-to-trough decline

-3.64%

-2.90%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.06%

+0.91%

Volatility

CORP vs. BSCQ - Volatility Comparison

PIMCO Investment Grade Corporate Bond Index ETF (CORP) has a higher volatility of 1.95% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.22%. This indicates that CORP's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORPBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

0.22%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

0.45%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

0.84%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

3.32%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

4.81%

+2.26%